From the official "Setting up Debugger" QtCreator documentation:
when using the Microsoft tool chain the Microsoft Console Debugger
CDB, is needed.
See this part of the documentation here inline as well:
Debugging tools for Windows To use this engine, you must install the Debugging tools for Windows. You can download them from Download and Install Debugging Tools for Windows. Note: Visual Studio does not include the Debugging tools needed, and therefore, you must install them separately.
The pre-built Qt SDK for Windows makes use of the library if it is present on the system. When manually building Qt Creator using the Microsoft Visual C++ Compiler, the build process checks for the required files in "%ProgramFiles%\Debugging Tools for Windows".
It is highly recommended that you add the Symbol Server provided by Microsoft to the symbol search path of the debugger. The Symbol Server provides you with debugging informaton for the operating system libraries for debugging Windows applications. For more information, see Setting the Symbol Server in Windows.
The documentation basically refers to the following MSDN
url for downloading the native CDB
debugger:
http://msdn.microsoft.com/en-us/windows/hardware/gg463009/
You can also set up the symbol server or Windows if you wish to go that far:
To obtain debugging information for the operating system libraries for
debugging Windows applications, add the Symbol Server provided by
Microsoft to the symbol search path of the debugger: Select Tools >
Options > Debugger > CDB. In the Symbol paths field, open the Insert
menu and select Symbol Server. Select a directory where you want to
store the cached information and click OK. Use a subfolder in a
temporary directory, such as C:\temp\symbolcache. Note: Populating the
cache might take a long time on a slow network connection. Note: The
first time you start debugging by using the Debugging tools for
Windows, Qt Creator prompts you to add the Symbol Server.